Essays about: "Jan Oskar Lind"
Found 1 essay containing the words Jan Oskar Lind.
-
1. NOT THE SHARPEST TOOL IN THE BOX : A quantitative study of the reliability of the Sharpe ratio in a Bear market
University essay from Handelshögskolan vid Umeå universitetAbstract : Our thesis was conducted through quantitative research on the validity of the Sharpe ratio as a performance measure in bear market conditions. Previous research had identified problems with mismatches in ranking due to Sharpe ratios rewarding unsystematic risk in funds. READ MORE
Result pages:
1